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FIXtags

GROUP · SOURCE ID 4077

PaymentScheduleGrp

Definition

The PaymentScheduleGrp is a repeating subcomponent of the StreamGrp component used to specify notional and rate steps of the payment stream.

Additional detail from the official source

The Fixing Lag Interval (PaymentScheduleFixingLagPeriod(41176) and PaymentScheduleFixingLagUnit(41177)) and the First Observation Offset Duration (PaymentScheduleFixingFirstObservationOffsetPeriod(41178) and PaymentScheduleFixingFirstObservationOffsetUnit(41179)) are used together. If the First Observation Offset Duration is specified, the observation starts the Fixing Lag Interval prior to each calculation. If the First Observation Offset Duration is not specified, the observation starts immediately preceding each calculation.

This is a reusable definition. Requiredness is relative to this structure; its use and conditions in a message remain on that message's page. Version links browse the other dictionary, not an assumed equivalent component.

Direct members

  1. 40828 NoPaymentSchedulesGroup countFrom usage
  2. 40829 PaymentScheduleTypefield—

    Required if NoPaymentSchedules(40828) > 0.

  3. 41164 PaymentScheduleXIDfield—
  4. 41165 PaymentScheduleXIDReffield—
  5. 40830 PaymentScheduleStubTypefield—
  6. 40831 PaymentScheduleStartDateUnadjustedfield—
  7. 40832 PaymentScheduleEndDateUnadjustedfield—
  8. 40833 PaymentSchedulePaySidefield—
  9. 40834 PaymentScheduleReceiveSidefield—
  10. 40835 PaymentScheduleNotionalfield—
  11. 40836 PaymentScheduleCurrencyfield—
  12. 40837 PaymentScheduleRatefield—
  13. 40838 PaymentScheduleRateMultiplierfield—
  14. 40839 PaymentScheduleRateSpreadfield—
  15. 41166 PaymentScheduleRateCurrencyfield—
  16. 41167 PaymentScheduleRateUnitOfMeasurefield—
  17. 41168 PaymentScheduleRateConversionFactorfield—
  18. 41169 PaymentScheduleRateSpreadTypefield—
  19. 40840 PaymentScheduleRateSpreadPositionTypefield—
  20. 40841 PaymentScheduleRateTreatmentfield—
  21. 40842 PaymentScheduleFixedAmountfield—
  22. 40843 PaymentScheduleFixedCurrencyfield—
  23. 41170 PaymentScheduleSettlPeriodPricefield—
  24. 41171 PaymentScheduleSettlPeriodPriceCurrencyfield—
  25. 41172 PaymentScheduleSettlPeriodPriceUnitOfMeasurefield—
  26. 41173 PaymentScheduleStepUnitOfMeasurefield—
  27. 40844 PaymentScheduleStepFrequencyPeriodfield—

    Conditionally required when PaymentScheduleStepFrequencyUnit(40845) is specified.

  28. 40845 PaymentScheduleStepFrequencyUnitfield—

    Conditionally required when PaymentScheduleStepFrequencyPeriod(40844) is specified.

  29. 40846 PaymentScheduleStepOffsetValuefield—
  30. 40847 PaymentScheduleStepRatefield—
  31. 40848 PaymentScheduleStepOffsetRatefield—
  32. 40849 PaymentScheduleStepRelativeTofield—
  33. PaymentScheduleRateSourceGrpgroup—
  34. 40850 PaymentScheduleFixingDateUnadjustedfield—
  35. 40851 PaymentScheduleWeightfield—
  36. 40852 PaymentScheduleFixingDateRelativeTofield—
  37. 40853 PaymentScheduleFixingDateBusinessDayConventionfield—

    When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment schedule.

  38. PaymentScheduleFixingDateBusinessCenterGrpgroup—

    When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment schedule.

  39. 40855 PaymentScheduleFixingDateOffsetPeriodfield—

    Conditionally required when PaymentScheduleFixingDateOffsetUnit(40856) is specified.

  40. 40856 PaymentScheduleFixingDateOffsetUnitfield—

    Conditionally required when PaymentScheduleFixingDateOffsetPeriod(40855) is specified.

  41. 40857 PaymentScheduleFixingDateOffsetDayTypefield—
  42. 41174 PaymentScheduleFixingDayDistributionfield—
  43. 41175 PaymentScheduleFixingDayCountfield—
  44. 40858 PaymentScheduleFixingDateAdjustedfield—
  45. PaymentScheduleFixingDayGrpgroup—
  46. 41176 PaymentScheduleFixingLagPeriodfield—

    Conditionally required when PaymentScheduleFixingLagUnit(41177) is specified.

  47. 41177 PaymentScheduleFixingLagUnitfield—

    Conditionally required when PaymentScheduleFixingLagPeriod(41176) is specified.

  48. 41178 PaymentScheduleFixingFirstObservationDateOffsetPeriodfield—

    Conditionally required when PaymentScheduleFixingFirstObservationDateOffsetUnit(41179) is specified.

  49. 41179 PaymentScheduleFixingFirstObservationDateOffsetUnitfield—

    Conditionally required when PaymentScheduleFixingFirstObservationDateOffsetPeriod(41178) is specified.

  50. 40859 PaymentScheduleFixingTimefield—
  51. 40860 PaymentScheduleFixingTimeBusinessCenterfield—
  52. 40861 PaymentScheduleInterimExchangePaymentDateRelativeTofield—
  53. 40862 PaymentScheduleInterimExchangeDatesBusinessDayConventionfield—

    When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment schedule.

  54. PaymentScheduleInterimExchangeDateBusinessCenterGrpgroup—

    When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment schedule.

  55. 40864 PaymentScheduleInterimExchangeDatesOffsetPeriodfield—

    Conditionally required when PaymentScheduleInterimExchangeDatesOffsetUnit(40865) is specified.

  56. 40865 PaymentScheduleInterimExchangeDatesOffsetUnitfield—

    Conditionally required when PaymentScheduleInterimExchangeDatesOffsetPeriod(40864) is specified.

  57. 40866 PaymentScheduleInterimExchangeDatesOffsetDayTypefield—
  58. 40867 PaymentScheduleInterimExchangeDateAdjustedfield—

Used in messages

Direct parent structures